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Just clamp it to the wire, no worries, thats how I've seen most done here.

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Yep, agree with kellyseye and you. I don't think I've ever seen one connected to the swage. Not saying it wouldn't work, just that there's no point.

Another thought - the swage is effectively a (hopefully good!) joint between the swage and the backstay - so why introduce the possibility of increased resistance when you don't need to?